Julia code watson.jl yields the files: 


uniformT100Y25.txt, uniformTinftyY25.txt, truncatednormalT100Y25.txt, truncatednormalTinftyY25.txt, informative1T100Y25.txt, informative2T100Y25.txt  
uniformT100Y005.txt, uniformTinftyY005.txt, truncatednormalT100Y005.txt, truncatednormalTinftyY005.txt 

which are used to generate Figure 1 as described in the Matlab files figure1a.m and figure1b.m. In Figure 1, the posterior distributions for priors 3 and 4 are obtained analytically for T=infinity.
